A constrained LQ approach to numerical solutions for constrained nonlinear optimal control problems

Joe Imae, Tomonari Ando, Tomoaki Kobayashi, Guisheng Zhai

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)

Abstract

We propose a new algorithm for numerical solutions of constrained nonlinear optimal control problems, based on constrained LQ problems. The proposed algorithm is described as follows. First, we approximate the constrained nonlinear optimal control problems by the Taylor expansion technique, resulting in the standard LQ problems, but with linearized constraints. Then, by making use of penalty function methods, we construct the augmented LQ problem, which is one of unconstrained optimal control problems, and therefore we can easily obtain the optimal solution of the augmented LQ problem by Riccati transformation. Finally, repeating the above procedure with a certain type of filter, we ventually obtain the numerical solutions for constrained nonlinear optimal control problems. The effectiveness is demonstrated through simulation.

Original languageEnglish
Title of host publicationProceedings of the 2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009
Pages176-180
Number of pages5
DOIs
Publication statusPublished - 2009 Sep 21
Externally publishedYes
Event2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009 - Okayama, Japan
Duration: 2009 Mar 262009 Mar 29

Publication series

NameProceedings of the 2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009

Conference

Conference2009 IEEE International Conference on Networking, Sensing and Control, ICNSC 2009
CountryJapan
CityOkayama
Period09/3/2609/3/29

Keywords

  • Computational method
  • Constrained nonlinear optimal control problem
  • LQ problem
  • Penalty function

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Electrical and Electronic Engineering

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